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this query executed in server machine. it says error as """ Msg 5120, Level 16, State 5, Line 1 Unable to open the physical file "D:\data\ExistTable\FG1_lt_4000.ndf". Operating system error 2: "2(The system cannot find the file specified.)".

Msg 5120, Level 16, State 5, Line 1 Unable to open the physical file "D:\data\ExistTable\FG2_4000_8000.ndf". Operating system error 2: "2(The system cannot find the file specified.)".

Msg 5120, Level 16, State 5, Line 1 Unable to open the physical file "D:\data\ExistTable\FG3_8000_inf.ndf". Operating system error 2: "2(The system cannot find the file specified.)".

Msg 1813, Level 16, State 2, Line 1 Could not open new database 'test'. CREATE DATABASE is aborted. """

Where did you learn that stopping the SQL Server service and then copying these mdf/ndf/ldf files would be a good idea? There is a great command called BACKUP DATABASE that is much more appropriate for this task.
–
Aaron Bertrand♦Sep 6 '12 at 12:46

And that is your problem. The MDF contains a list of all the files (and their location) that make the database. If a single file is missing then you don't have the entire database and you cannot attach only a fragment of the original database. You need to copy all the files, including NDFs and any secondary LDF you may have. All the files. Then try again to attach, specifying all the fragments (MDFs, NDFs, LDFs).

But, as Aaron already pointed out, there are already better ways to do it. Take a backup and then restore WITH MOVE:

To see the content of backup file use RESTORE FILELIST ONLY so you'll know exactly what files are to be moved during the restore. Not specifying WITH MOVE would attempt to restore the files in exactly the same drives/directories as on your local DB machine.

-1 because I don't think this is correct, and because you have given such minimal explanation. Please consider improving this answer and I'll consider removing my downvote!
–
Jack Douglas♦Sep 7 '12 at 9:56